-91.3%
CWEB vs VT
+221.3%
-312.5%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.1% | -4.2% | -5.8% |
| 7D | -5.3% | -0.7% | -4.6% | -5.3% |
| 30D | -9.3% | -1.7% | -7.6% | -6.9% |
| 3M | -31.1% | -2.3% | -28.8% | -28.2% |
| 6M | -40.3% | +1.5% | -41.8% | -43.8% |
| YTD | -57.2% | +12.0% | -69.3% | -67.8% |
| 1Y | -64.8% | +12.9% | -77.7% | -74.0% |
| 3Y | -43.5% | +74.9% | -118.4% | -84.7% |
| 5Y | -91.6% | +59.9% | -151.5% | -96.5% |
| 10Y | -91.3% | +224.6% | -315.9% | -98.8% |
| All | -91.3% | +221.3% | -312.5% | -98.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling